Many of the above sites offers only listening of song. To download such song you will have to use Firfox browser and install VideoDownloadHelper add-on (https://addons.mozilla.org/en-US/firefox/addon/3006). Just play the song and download it using this VideoDownloadHelper. But this technique does not work with some sites. For such sites, you can use any recorder software. Just play the song and record it in mp3 format.